Wash the orange and limes with hot water and dry them. Rub the peel and squeeze out the juice. Put the butter, zest, juice and sugar in a metal bowl and heat in a water bath over low heat while stirring until the sugar and butter have dissolved.
Meanwhile, whisk the eggs in a bowl and add to the orange-lime mixture. Cook everything over a low heat, stirring constantly, for about 20-25 minutes.
When the mixture is thick and creamy, rinse glasses with hot and pour in the cream while hot. Close immediately and let cool. Keep in the refrigerator after opening.